Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$158M |
| 2 |
Pfizer
PFE
|
+$134M |
| 3 |
XL
XL Group Ltd.
XL
|
+$132M |
| 4 |
AGN
Allergan plc
AGN
|
+$132M |
| 5 |
Chevron
CVX
|
+$105M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CVS Health
CVS
|
+$271M |
| 2 |
Qorvo
QRVO
|
+$149M |
| 3 |
LTM
LIFE TIME FITNESS INC
LTM
|
+$135M |
| 4 |
AOL
AOL INC COMMON STOCK
AOL
|
+$93.5M |
| 5 |
Occidental Petroleum
OXY
|
+$89.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.38% |
| 2 | Industrials | 13.39% |
| 3 | Technology | 10.94% |
| 4 | Consumer Discretionary | 9.79% |
| 5 | Healthcare | 9.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3126
ORIX
IX
$43.1B
| $536K | ﹤0.01% |
35,995
| – | – |
|
|
KEYW
3127
DELISTED
The KEYW Holding Corporation
KEYW
| $536K | ﹤0.01% |
57,496
-916
| -2% | -$8.19K |
|
3128
Tower Semiconductor
TSEM
$21.6B
| $535K | ﹤0.01% |
34,649
+10,082
| +41% | +$161K |
|
|
PGRE
3129
DELISTED
Paramount Group
PGRE
| $534K | ﹤0.01% |
+31,106
| New | +$573K |
|
|
RDIB
3130
Reading International Class B
RDIB
$191M
| $533K | ﹤0.01% |
38,048
| – | – |
|
3131
NVE Corp
NVEC
$543M
| $524K | ﹤0.01% |
+6,678
| New | +$472K |
|
3132
Koss Corp
KOSS
$34.5M
| $522K | ﹤0.01% |
226,091
+114
| +0.1% | +$287 |
|
3133
Identive
INVE
$62.4M
| $512K | ﹤0.01% |
87,007
-2,846
| -3% | -$22.4K |
|
|
WW
3134
DELISTED
WW International
WW
| $512K | ﹤0.01% |
105,443
-11,231
| -10% | -$74.7K |
|
|
UBOH
3135
DELISTED
United Bancshares Inc/OH
UBOH
| $512K | ﹤0.01% |
32,686
+450
| +1% | +$6.8K |
|
|
ADNC
3136
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
| $510K | ﹤0.01% |
104,290
+6,245
| +6% | +$31.1K |
|
|
ACI
3137
DELISTED
ARCH COAL, INC.
ACI
| $509K | ﹤0.01% |
149,542
-13,561
| -8% | -$102K |
|
3138
Avalon Holdings
AWX
$9.9M
| $504K | ﹤0.01% |
210,059
-1,662
| -0.8% | -$4.93K |
|
3139
CoreCivic
CXW
$2.97B
| $504K | ﹤0.01% |
15,149
-7,411
| -33% | -$269K |
|
|
PTVCA
3140
DELISTED
Protective Insurance Corporation Class A Common Stock
PTVCA
| $501K | ﹤0.01% |
21,223
+180
| +0.9% | +$4.22K |
|
|
CPAC
3141
Cementos Pacasmayo
CPAC
$1.04B
| $488K | ﹤0.01% |
49,449
+7,520
| +18% | +$71.3K |
|
|
LTRE
3142
DELISTED
LEARNING TREE INTL INC
LTRE
| $488K | ﹤0.01% |
378,215
-1,604
| -0.4% | -$2.2K |
|
|
ARQL
3143
DELISTED
Arqule Inc
ARQL
| $487K | ﹤0.01% |
304,587
-2,359
| -0.8% | -$4.54K |
|
|
CRTN
3144
DELISTED
Cartesian, Inc.
CRTN
| $475K | ﹤0.01% |
140,599
-2,532
| -2% | -$8.75K |
|
|
EVBS
3145
DELISTED
Eastern Virginia Bankshares In
EVBS
| $474K | ﹤0.01% |
75,075
+3,938
| +6% | +$24K |
|
|
DZSI
3146
DELISTED
DZS Inc. Common Stock
DZSI
| $473K | ﹤0.01% |
42,191
-1,083
| -3% | -$11.3K |
|
3147
CKX Lands
CKX
$22.2M
| $468K | ﹤0.01% |
32,215
+295
| +0.9% | +$4.38K |
|
3148
Century Casinos
CNTY
$32.6M
| $465K | ﹤0.01% |
73,755
+31,868
| +76% | +$191K |
|
|
SGB
3149
DELISTED
Southwest Georgia Financial Corporation
SGB
| $458K | ﹤0.01% |
31,045
+88
| +0.3% | +$1.23K |
|
|
PN
3150
DELISTED
Patriot National, Inc.
PN
| $455K | ﹤0.01% |
+28,457
| New | +$434K |
|
Similar funds
Dimensional Fund Advisors's Q2 2015 Portfolio in Review
As of Q2 2015, Dimensional Fund Advisors held 3,417 positions worth $163B, up 3.1% from $158B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Dimensional Fund Advisors deployed $5.71B of net new capital in Q2 2015, opening 88 new positions and adding to 2,266 existing holdings. Its largest new stake was Uniti Group: 1,204,126 shares worth $29.8M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was CVS Health, an estimated $271M trimmed.
- Dimensional Fund Advisors's largest Q2 2015 buy was Uniti Group: 1,204,126 shares worth $29.8M.
- Dimensional Fund Advisors added most to Apple in Q2 2015, an estimated $158M increase.
- Dimensional Fund Advisors's biggest Q2 2015 reduction was CVS Health, cutting an estimated $271M.
- Dimensional Fund Advisors fully exited LIFE TIME FITNESS INC in Q2 2015, selling an estimated $135M.
- Dimensional Fund Advisors's ten largest holdings make up 8.7% of its $163B portfolio in Q2 2015.
- Dimensional Fund Advisors opened 88 new positions and closed 55 in Q2 2015.
- Dimensional Fund Advisors's portfolio value rose 3.1% quarter-over-quarter to $163B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2015, filed 14 Aug 2015.